You could move out of Sweden? Correct me if I'm wrong here, but I'm getting the impression that you're not fond of the country.

Anyways, taxes will probably be a problem regardless of country. And with the volume of BTC you have... well, most online exchanges have limits on transactions to cap the amount you can sell at a time. You'd have to do quite a few micro-transactions, I imagine. Cash would be the easiest way to avoid a tax issue, but the volume is an issue there as well (as you said yourself).
You don't want to just hold on to the Bitcoins? I can't imagine too many options you have to choose from. Except maybe opening a foreign bank account?